+1,449.6%
NET vs FTI
+345.0%
+1,104.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -7.0% | +5.3% | -12.3% | -7.7% |
| 30D | -4.8% | +15.3% | -20.1% | -6.8% |
| 3M | +3.8% | +15.8% | -11.9% | +1.4% |
| 6M | +50.0% | +22.6% | +27.5% | +45.2% |
| YTD | +41.5% | +79.5% | -38.1% | +29.5% |
| 1Y | +32.8% | +102.0% | -69.2% | +19.2% |
| 3Y | +335.9% | +315.8% | +20.1% | +254.9% |
| 5Y | +113.8% | +1,129.5% | -1,015.7% | +57.4% |
| All | +1,449.6% | +345.0% | +1,104.5% | +1,107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling